Small-sample estimators of the quantiles
of the normal and lognormal distributions
N.T. Longford
Abstract
Estimators of the quantiles of the normal and lognormal distributions
are derived. They are more efficient than the established estimators,
by a wide margin for small samples and high quantiles of the lognormal
distribution. Although their evaluation is iterative, it requires
only moderate amount of computing, independent of the sample size.
Appeared in August 2012